We consider a first-passage percolation model on a Delaunay triangulation of the plane. In this model each edge is independently equipped with a nonnegative random variable, with distribution function F, which is interpreted as the time it takes to traverse the edge. Vahidi-Asl and Wierman have shown that, under a suitable moment condition on F, the minimum time taken to reach a point x from the origin 0 is asymptotically μ(F)|x|, where μ(F) is a nonnegative finite constant. However the exact value of the time constant μ(F) still a fundamental problem in percolation theory. Here we prove that if F(0)<1-p_c^* then μ(F)>0, where p_c^* is a critical probability for bond percolation on the dual graph (Voronoi tessellation).
We prove that in the critical Bernoulli percolation on two dimensional lattice slabs the probabilities of open left-right crossings of rectangles with any given aspect ratio are uniformly positive.
We prove a general Russo-Seymour-Welsh result valid for any invariant planar percolation process satisfying positive association. This means that the probability of crossing a rectangle in the long direction is related by a homeomorphism to the probability of crossing it in the short direction. This homeomorphism is universal in the sense that it depends only on the aspect ratio of the rectangle, and is uniform in the scale and the considered model.
We consider several aspects of the scaling limit of percolation on random planar triangulations, both finite and infinite. The equivalents for random maps of Cardy's formula for the limit under scaling of various crossing probabilities are given. The limit probabilities are expressed in terms of simple events regarding Airy-Levy processes. Some explicit formulas for limit probabilities follow from this relation by applying known results on stable processes. Conversely, natural symmetries of the random maps imply identities concerning the Airy-Levy processes.
We prove that the standard Russo-Seymour-Welsh theory is valid for Voronoi percolation. This implies that at criticality the crossing probabilities for rectangles are bounded by constants depending only on their aspect ratio. This result has many consequences, such as the polynomial decay of the one-arm event at criticality.
We study bond percolation for a family of infinite hyperbolic graphs. We relate percolation to the appearance of homology in finite versions of these graphs. As a consequence, we derive an upper bound on the critical probabilities of the infinite graphs.
For the exactly solvable model of exponential last passage percolation on $\mathbb{Z}^2$, consider the geodesic $Γ_n$ joining $(0,0)$ and $(n,n)$ for large $n$. It is well known that the transversal fluctuation of $Γ_n$ around the line $x=y$ is $n^{2/3+o(1)}$ with high probability. We obtain the exponent governing the decay of the small ball probability for $Γ_{n}$ and establish that for small $δ$, the probability that $Γ_{n}$ is contained in a strip of width $δn^{2/3}$ around the diagonal is $\exp (-Θ(δ^{-3/2}))$ uniformly in high $n$. We also obtain optimal small deviation estimates for the …
We study Mandelbrot's percolation process in dimension $d \geq 2$. The process generates random fractal sets by an iterative procedure which starts by dividing the unit cube $[0,1]^d$ in $N^d$ subcubes, and independently retaining or discarding each subcube with probability $p$ or $1-p$ respectively. This step is then repeated within the retained subcubes at all scales. As $p$ is varied, there is a percolation phase transition in terms of paths for all $d \geq 2$, and in terms of $(d-1)$-dimensional "sheets" for all $d \geq 3$. For any $d \geq 2$, we consider the random fractal set produced at…
We give mathematical proofs to a number of statements which appeared in the series of papers by Kleban, Simmons and Ziff where they computed the probabilities of several percolation crossing events.
In this work, we consider critical planar site percolation on the triangular lattice and derive sharp estimates on the asymptotics of the probability of half-plane $j$-arm events for $j \geq 1$ and planar (polychromatic) $j$-arm events for $j>1$. These estimates greatly improve previous results and in particular answer (a large part of) a question of Schramm (ICM Proc., 2006).
Any infinite graph has site and bond percolation critical probabilities satisfying $p_c^{site}\geq p_c^{bond}$. The strict version of this inequality holds for many, but not all, infinite graphs. In this paper, the class of graphs for which the strict inequality holds is extended to a continuum percolation model. In Gilbert's graph with supercritical density on the Euclidean plane, there is almost surely a unique infinite connected component. We show that on this component $p_c^{site} > p_c^{bond}$. This also holds in higher dimensions.
Let $\{G_n\}_{n=1}^{\infty}$ be a sequence of transitive infinite connected graphs with $\sup\limits_{n\geq 1} p_c(G_n) < 1,$ where each $p_c(G_n)$ is bond percolation critical probability on $G_n.$ Schramm (2008) conjectured that if $G_n$ converges locally to a transitive infinite connected graph $G,$ then $p_c(G_n) \rightarrow p_c(G)$ as $n\rightarrow\infty.$ We prove the conjecture when $G$ satisfies two rough uniformities, and $\{G_n\}_{n=1}^{\infty}$ is uniformly nonamenable.
Consider critical site percolation on $\mathbb{Z}^d$ with $d \geq 2$. We prove a lower bound of order $n^{- d^2}$ for point-to-point connection probabilities, where $n$ is the distance between the points. Most of the work in our proof concerns a `construction' which finally reduces the problem to a topological one. This is then solved by applying a topological fact, which follows from Brouwer's fixed point theorem. Our bound improves the lower bound with exponent $2 d (d-1)$, used by Cerf in 2015 to obtain an upper bound for the so-called two-arm probabilities. Apart from being of interest in …
We generalize and improve results of Andrews, Gravner, Holroyd, Liggett, and Romik on metastability thresholds for generalized two-dimensional bootstrap percolation models, and answer several of their open problems and conjectures. Specifically, we prove slow convergence and localization bounds for Holroyd, Liggett, and Romik's k-percolation models, and in the process provide a unified and improved treatment of existing results for bootstrap, modified bootstrap, and Frobose percolation. Furthermore, we prove improved asymptotic bounds for the generating functions of partitions without k-gaps, …
We consider independent edge percolation models on Z, with edge occupation probabilities p_<x,y> = p if |x-y| = 1, 1 - exp{- beta / |x-y|^2} otherwise. We prove that oriented percolation occurs when beta > 1 provided p is chosen sufficiently close to 1, answering a question posed in [Commun. Math. Phys. 104, 547 (1986)]. The proof is based on multi-scale analysis.
We show that fractal (or "Mandelbrot") percolation in two dimensions produces a set containing no directed paths, when the set produced has zero area. This improves a similar result by the first author in the case of constant retention probabilities to the case of retention probabilities approaching 1.
For the site percolation model on the triangular lattice and certain generalizations for which Cardy's Formula has been established we acquire a power law estimate for the \emph{rate} of convergence of the crossing probabilities to Cardy's Formula.
A new proof of a Theorem of Nagnibeda and Pak on critical probabilities is given. The distinctive feature is to use a criterion of Folner which has been largely (and inexplicably) forgotten.
We present an "ultimate" proof of Cardy's formula for the critical percolation on the hexagonal lattice \cite{Smirnov01criticalpercolation}, showing the existence of the universal and conformally invariant scaling limit of crossing probabilities. The new approach is more conceptual, less technically demanding, and is amenable to generalizations.
We prove that for Voronoi percolation on $\mathbb{R}^d$, there exists $p_c\in[0,1]$ such that - for $p<p_c$, there exists $c_p>0$ such that $\mathbb{P}_p[0\text{ connected to distance }n]\leq \exp(-c_p n)$, - there exists $c>0$ such that for $p>p_c$, $\mathbb{P}_p[0\text{ connected to }\infty]\geq c(p-p_c)$. For dimension 2, this result offers a new way of showing that $p_c(2)=1/2$. This paper belongs to a series of papers using the theory of algorithms to prove sharpness of the phase transition.
2D Percolation path exponents $x^{\cal P}_{\ell}$ describe probabilities for traversals of annuli by $\ell$ non-overlapping paths, each on either occupied or vacant clusters, with at least one of each type. We relate the probabilities rigorously to amplitudes of $O(N=1)$ models whose exponents, believed to be exact, yield $x^{\cal P}_{\ell}=({\ell}^2-1)/12$. This extends to half-integers the Saleur--Duplantier exponents for $k=\ell/2$ clusters, yields the exact fractal dimension of the external cluster perimeter, $D_{EP}=2-x^{\cal P}_3=4/3$, and also explains the absence of narrow gate fjords,…
We prove that there exist natural generalizations of the classical bootstrap percolation model on $\mathbb{Z}^2$ that have non-trivial critical probabilities, and moreover we characterize all homogeneous, local, monotone models with this property. Van Enter (in the case $d=r=2$) and Schonmann (for all $d \geq r \geq 2$) proved that $r$-neighbour bootstrap percolation models have trivial critical probabilities on $\mathbb{Z}^d$ for every choice of the parameters $d \geq r \geq 2$: that is, an initial set of density $p$ almost surely percolates $\mathbb{Z}^d$ for every $p>0$. These results effec…
It was argued by Schramm and Smirnov that the critical site percolation exploration path on the triangular lattice converges in distribution to the trace of chordal SLE(6). We provide here a detailed proof, which relies on Smirnov's theorem that crossing probabilities have a conformally invariant scaling limit (given by Cardy's formula). The version of convergence to SLE(6) that we prove suffices for the Smirnov-Werner derivation of certain critical percolation crossing exponents and for our analysis of the critical percolation full scaling limit as a process of continuum nonsimple loops.
We compare the probabilities of arm events in two-dimensional invasion percolation to those in critical percolation. Arm events are defined by the existence of a prescribed color sequence of invaded and non-invaded connections from the origin to distance n. We find that, for sequences of a particular form, arm probabilities in invasion percolation and critical percolation are comparable, uniformly in n, while they differ by a power of n for all others. A corollary of our results is the existence, on the triangular lattice, of arm exponents for invasion percolation, for any color sequence with …
Loop percolation, also known as the dense O(1) loop model, is a variant of critical bond percolation in the square lattice Z^2 whose graph structure consists of a disjoint union of cycles. We study its connectivity pattern, which is a random noncrossing matching associated with a loop percolation configuration. These connectivity patterns exhibit a striking rationality property whereby probabilities of naturally-occurring events are dyadic rational numbers or rational functions of a size parameter n, but the reasons for this are not completely understood. We prove the rationality phenomenon in…
We study scaling limits and conformal invariance of critical site percolation on triangular lattice. We show that some percolation-related quantities are harmonic conformal invariants, and calculate their values in the scaling limit. As a particular case we obtain conformal invariance of the crossing probabilities and Cardy's formula. Then we prove existence, uniqueness, and conformal invariance of the continuum scaling limit.
We provide a new proof of the near-critical scaling relation $β=ξ_1ν$ for Bernoulli percolation on the square lattice already proved by Kesten in 1987. We rely on a novel approach that does not invoke Russo's formula, but rather relates differences in crossing probabilities at different scales. The argument is shorter and more robust than previous ones and is more likely to be adapted to other models. The same approach may be used to prove the other scaling relations appearing in Kesten's work.
We consider generic finite range percolation models on $\mathbb{Z}^d$ under a high temperature assumption (exponential decay of connection probabilities and exponential ratio weak mixing). We prove that the rate of decay of point-to-point connections exists in every directions and show that it naturally extends to a norm on $\mathbb{R}^d$. This result is the base input to obtain fine understanding of the high temperature phase and is usually proven using correlation inequalities (such as FKG). The present work makes no use of such model specific properties.
We present a review of the recent progress on percolation scaling limits in two dimensions. In particular, we will consider the convergence of critical crossing probabilities to Cardy's formula and of the critical exploration path to chordal SLE(6), the full scaling limit of critical cluster boundaries, and near-critical scaling limits.
We study asymptotic percolation as $N\to \infty$ in an infinite random graph ${\cal G}_N$ embedded in the hierarchical group of order $N$, with connection probabilities depending on an ultrametric distance between vertices. ${\cal G}_N$ is structured as a cascade of finite random subgraphs of (approximate) Erdös-Renyi type. We give a criterion for percolation, and show that percolation takes place along giant components of giant components at the previous level in the cascade of subgraphs for all consecutive hierarchical distances. The proof involves a hierarchy of random graphs with vertices …
We study a large class of Bernoulli percolation models on random lattices of the half- plane, obtained as local limits of uniform planar triangulations or quadrangulations. We first compute the exact value of the site percolation threshold in the quadrangular case using the so-called peeling techniques. Then, we generalize a result of Angel about the scaling limit of crossing probabilities, that are a natural analogue to Cardy's formula in (non-random) plane lattices. Our main result is that those probabilities are universal, in the sense that they do not depend on the percolation model neithe…
We consider a type of dependent percolation introduced by Aizenman and Grimmett, who showed that certain "enhancements" of independent (Bernoulli) percolation, called essential, make the percolation critical probability strictly smaller. In this paper we first prove that, for two-dimensional enhancements with a natural monotonicity property, being essential is also a necessary condition to shift the critical point. We then show that (some) critical exponents and the scaling limit of crossing probabilities of a two-dimensional percolation process are unchanged if the process is subjected to a m…
We consider the Bernoulli first-passage percolation on $\mathbb Z^d (d\ge 2)$. That is, the edge passage time is taken independently to be 1 with probability $1-p$ and 0 otherwise. Let ${μ(p)}$ be the time constant. We prove in this paper that \[ μ(p_1)-μ({p_2})\ge \frac{μ(p_2)}{1-p_2}(p_2-p_1)\] for all $ 0\leq p_1<p_2< 1$ by using Russo's formula.
We consider different problems within the general theme of long-range percolation on oriented graphs. Our aim is to settle the so-called truncation question, described as follows. We are given probabilities that certain long-range oriented bonds are open; assuming that the sum of these probabilities is infinite, we ask if the probability of percolation is positive when we truncate the graph, disallowing bonds of range above a possibly large but finite threshold. We give some conditions in which the answer is affirmative. We also translate some of our results on oriented percolation to the cont…
We consider some problems related to the truncation question in long-range percolation. It is given probabilities that certain long-range oriented bonds are open; assuming that this probabilities are not summable, we ask if the probability of percolation is positive when we truncate the graph, disallowing bonds of range above a possibly large but finite threshold. This question is still open if the set of vertices is $\Z^2$. We give some conditions in which the answer is affirmative. One of these results generalize the previous result in [Alves, Hilário, de Lima, Valesin, Journ. Stat. Phys. {\…
We consider 2d critical Bernoulli percolation on the square lattice. We prove an approximate color-switching lemma comparing k-arm probabilities for different polychromatic color sequences. This result is well-known for site percolation on the triangular lattice in [Nolin08]. To handle the complications arising from the dual lattice, we introduce a shifting transformation to convert arms between the primal and dual lattices.
Prompted by an example arising in critical percolation, we study some reflected Brownian motions in symmetric planar domains and show that they are intertwined with one-dimensional diffusions. In the case of a wedge, the reflected Brownian motion is intertwined with the 3-dimensional Bessel process. This implies some simple hitting distributions and sheds some light on the formula proposed by Watts for double-crossing probabilities in critical percolation.
We study the time constant $C(ν)$ of last passage percolation on the complete directed acyclic graph on the set of non-negative integers, where edges have i.i.d. weights with distribution $ν$ with support included in $\{-\infty\}\cup\mathbb{R}$. We show that $ν\mapsto C(ν)$ is strictly increasing in $ν$. We also prove that $C(ν)$ is continuous in $ν$ for a large set of measures $ν$. Furthermore, when $ν$ is purely atomic, we show that $C(ν)$ is analytic with respect to the weights of the atoms. In the special case of two positive atoms, it is an explicit rational function of these weights.
We prove up-to-constants bounds on the two-point function (i.e., point-to-point connection probabilities) for critical long-range percolation on the $d$-dimensional hierarchical lattice. More precisely, we prove that if we connect each pair of points $x$ and $y$ by an edge with probability $1-\exp(-β\|x-y\|^{-d-α})$, where $0<α<d$ is fixed and $β\geq 0$ is a parameter, then the critical two-point function satisfies \[ \mathbb{P}_{β_c}(x\leftrightarrow y) \asymp \|x-y\|^{-d+α} \] for every pair of distinct points $x$ and $y$. We deduce in particular that the model has mean-field critical behavi…
We investigate generalisations of the classical percolation critical probabilities $p_c$, $p_T$ and the critical probability $\tilde{p_c}$ defined by Duminil-Copin and Tassion (2015) to bounded degree unimodular random graphs. We further examine Schramm's conjecture in the case of unimodular random graphs: does $p_c(G_n)$ converge to $p_c(G)$ if $G_n\to G$ in the local weak sense? Among our results are the following: 1. $p_c=\tilde{p_c}$ holds for bounded degree unimodular graphs. However, there are unimodular graphs with sub-exponential volume growth and $p_T < p_c$; i.e., the classical sharp…
This is an introductory account of the emergence of conformal invariance in the scaling limit of planar critical percolation. We give an exposition of Smirnov's theorem (2001) on the conformal invariance of crossing probabilities in site percolation on the triangular lattice. We also give an introductory account of Schramm-Loewner evolutions (SLE(k)), a one-parameter family of conformally invariant random curves discovered by Schramm (2000). The article is organized around the aim of proving the result, due to Smirnov (2001) and to Camia and Newman (2007), that the percolation exploration path…
In this paper, we study the abundance of self-avoiding paths of a given length on a supercritical percolation cluster on $\bbZ^d$. More precisely, we count $Z_N$ the number of self-avoiding paths of length $N$ on the infinite cluster, starting from the origin (that we condition to be in the cluster). We are interested in estimating the upper growth rate of $Z_N$, $\limsup_{N\to \infty} Z_N^{1/N}$, that we call the connective constant of the dilute lattice. After proving that this connective constant is a.s.\ non-random, we focus on the two-dimensional case and show that for every percolation p…
We consider the supercritical finite-range random connection model where the points $x,y$ of a homogeneous planar Poisson process are connected with probability $f(|y-x|)$ for a given $f$. Performing percolation on the resulting graph, we show that the critical probabilities for site and bond percolation satisfy the strict inequality $p_c^{\rm site} > p_c^{\rm bond}$. We also show that reducing the connection function $f$ strictly increases the critical Poisson intensity. Finally, we deduce that performing a spreading transformation on $f$ (thereby allowing connections over greater distances b…
We use SLE(6) paths to construct a process of continuum nonsimple loops in the plane and prove that this process coincides with the full continuum scaling limit of 2D critical site percolation on the triangular lattice -- that is, the scaling limit of the set of all interfaces between different clusters. Some properties of the loop process, including conformal invariance, are also proved. In the main body of the paper these results are proved while assuming, as argued by Schramm and Smirnov, that the percolation exploration path converges in distribution to the trace of chordal SLE(6). Then, i…
We consider a Yule process until the total population reaches size $n\gg 1$, and assume that neutral mutations occur with high probability $1-p$ (in the sense that each child is a new mutant with probability $1-p$, independently of the other children), where $p=p_n\ll 1$. We establish a general strategy for obtaining Poisson limit laws for the number of subpopulations exceeding a given size and apply this to some mutation regimes of particular interest. Finally, we give an application to subcritical Bernoulli bond percolation on random recursive trees with percolation parameter $p_n$ tending t…
Consider a cellular automaton with state space $\{0,1 \}^{{\mathbb Z}^2}$ where the initial configuration $ω_0$ is chosen according to a Bernoulli product measure, 1's are stable, and 0's become 1's if they are surrounded by at least three neighboring 1's. In this paper we show that the configuration $ω_n$ at time n converges exponentially fast to a final configuration $\barω$, and that the limiting measure corresponding to $\barω$ is in the universality class of Bernoulli (independent) percolation. More precisely, assuming the existence of the critical exponents $β$, $η$, $ν$ and $γ$, and of …
We consider Bernoulli hyper-edge percolation on $\mathbb{Z}^d$. This model is a generalization of Bernoulli bond percolation. An edge connects exactly two vertices and a hyper-edge connects more than two vertices. As in the classical Bernoulli bond percolation, we open hyper-edges independently in a homogeneous manner with certain probabilities parameterized by a parameter $u\in[0,1]$. We discuss conditions for non-trivial phase transitions when $u$ varies. We discuss the conditions for the uniqueness of the infinite cluster. Also, we provide conditions under which the Grimmett-Marstrand type …
